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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 17–37
(Mi znsl7121)
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This article is cited in 1 scientific paper (total in 1 paper)
Stable random variables with a complex index $\alpha$. The case of $|\alpha - 1/2|<1/2$
I. A. Alekseev St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Abstract:
The case of $|\alpha - 1/2|<1/2$. In this paper, we construct complex-valued random variables that satisfy the usual stability condition, but for a complex parameter $\alpha$ such that $|\alpha-1/2|<1/2$. The characteristic function of the obtained random variables is found and limit theorems for sums of independent identically distributed random variables are proved. The corresponding Lévy processes and semigroups of operators corresponding to these processes are constructed.
Key words and phrases:
stable distributions, infinity divisible distributions, limit theorems, Lévy processes.
Received: 14.09.2021
Citation:
I. A. Alekseev, “Stable random variables with a complex index $\alpha$. The case of $|\alpha - 1/2|<1/2$”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 17–37
Linking options:
https://www.mathnet.ru/eng/znsl7121 https://www.mathnet.ru/eng/znsl/v505/p17
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Abstract page: | 167 | Full-text PDF : | 49 | References: | 39 |
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